+314.2%
IBN vs SPY
+312.5%
+1.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.3% |
| 7D | -5.1% | -0.4% | -4.7% | -4.8% |
| 30D | -3.5% | -1.4% | -2.1% | -2.4% |
| 3M | +11.3% | +3.7% | +7.6% | +7.8% |
| 6M | +4.4% | +13.0% | -8.6% | -5.7% |
| YTD | -1.8% | +12.4% | -14.2% | -11.0% |
| 1Y | -8.0% | +18.5% | -26.5% | -20.4% |
| 3Y | +27.1% | +77.6% | -50.6% | -25.0% |
| 5Y | +54.5% | +81.7% | -27.2% | -11.3% |
| 10Y | +314.2% | +319.7% | -5.4% | -6.1% |
| All | +314.2% | +312.5% | +1.7% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling